+291.5%
WDAY vs BLDR
+1,215.5%
-924.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.5% |
| 7D | -4.8% | -8.2% | +3.5% | -3.1% |
| 30D | +2.5% | +16.3% | -13.8% | -1.4% |
| 3M | +8.8% | -17.0% | +25.7% | +12.2% |
| 6M | +60.7% | -17.4% | +78.1% | +64.0% |
| YTD | -11.2% | -41.6% | +30.3% | -3.5% |
| 1Y | -15.6% | -43.5% | +27.9% | -7.8% |
| 3Y | -17.1% | -51.6% | +34.5% | -10.4% |
| 5Y | -35.7% | -11.6% | -24.1% | -41.1% |
| 10Y | +130.4% | +480.9% | -350.5% | +34.7% |
| All | +291.5% | +1,215.5% | -924.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling